Stronghold Crusader HD stores user maps, saves and settings in the Documents\Stronghold Crusader folder. If you have upgraded to Stronghold Crusader HD from an old version of Stronghold Crusader you will need to copy the maps, saves and settings from the Program Files\Firefly Studios\Stronghold Crusader folder (default location) to the Documents\Stronghold Crusader folder.

Savegames (.sav files)
Old Location: Program Files\Firefly Studios\Stronghold Crusader\saves
New Location: Documents\Stronghold Crusader\saves

Maps (custom .map files)
Old Location: Program Files\Firefly Studios\Stronghold Crusader\maps
New Location: Documents\Stronghold Crusader\maps

Settings (crusader.cfg)
Old Location: Program Files\Firefly Studios\Stronghold Crusader
New Location: Documents\Stronghold Crusader

Skirmish Trail (skmasters.dat)
Old Location: Program Files\Firefly Studios\Stronghold Crusader
New Location: Documents\Stronghold Crusader

NOTE: If you are using 64 bit Windows the default installation location is Program Files (x86)\Firefly Studios\Stronghold Crusader